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CMPGY vs. YUM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMPGY and YUM is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

CMPGY vs. YUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass Group PLC ADR (CMPGY) and YUM! Brands, Inc. (YUM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CMPGY:

1.31

YUM:

0.40

Sortino Ratio

CMPGY:

1.66

YUM:

0.69

Omega Ratio

CMPGY:

1.26

YUM:

1.09

Calmar Ratio

CMPGY:

1.72

YUM:

0.59

Martin Ratio

CMPGY:

6.43

YUM:

1.27

Ulcer Index

CMPGY:

4.43%

YUM:

6.31%

Daily Std Dev

CMPGY:

22.23%

YUM:

22.00%

Max Drawdown

CMPGY:

-58.19%

YUM:

-67.69%

Current Drawdown

CMPGY:

-2.96%

YUM:

-11.00%

Fundamentals

Market Cap

CMPGY:

$60.40B

YUM:

$40.04B

EPS

CMPGY:

$0.86

YUM:

$5.02

PE Ratio

CMPGY:

41.14

YUM:

28.67

PEG Ratio

CMPGY:

1.47

YUM:

1.98

PS Ratio

CMPGY:

1.38

YUM:

5.17

PB Ratio

CMPGY:

8.62

YUM:

0.00

Returns By Period

In the year-to-date period, CMPGY achieves a 6.58% return, which is significantly lower than YUM's 8.33% return. Over the past 10 years, CMPGY has underperformed YUM with an annualized return of 9.11%, while YUM has yielded a comparatively higher 10.02% annualized return.


CMPGY

YTD

6.58%

1M

6.66%

6M

3.74%

1Y

28.14%

3Y*

18.15%

5Y*

20.87%

10Y*

9.11%

YUM

YTD

8.33%

1M

-2.66%

6M

5.11%

1Y

6.80%

3Y*

7.87%

5Y*

11.98%

10Y*

10.02%

*Annualized

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Compass Group PLC ADR

YUM! Brands, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CMPGY vs. YUM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMPGY
The Risk-Adjusted Performance Rank of CMPGY is 8686
Overall Rank
The Sharpe Ratio Rank of CMPGY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of CMPGY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of CMPGY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of CMPGY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of CMPGY is 8989
Martin Ratio Rank

YUM
The Risk-Adjusted Performance Rank of YUM is 6464
Overall Rank
The Sharpe Ratio Rank of YUM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of YUM is 5656
Sortino Ratio Rank
The Omega Ratio Rank of YUM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of YUM is 7575
Calmar Ratio Rank
The Martin Ratio Rank of YUM is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CMPGY vs. YUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Group PLC ADR (CMPGY) and YUM! Brands, Inc. (YUM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current CMPGY Sharpe Ratio is 1.31, which is higher than the YUM Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of CMPGY and YUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CMPGY vs. YUM - Dividend Comparison

CMPGY's dividend yield for the trailing twelve months is around 1.69%, less than YUM's 1.92% yield.


TTM20242023202220212020201920182017201620152014
CMPGY
Compass Group PLC ADR
1.69%1.67%1.64%1.29%0.00%1.85%1.98%2.26%5.69%2.35%2.40%8.51%
YUM
YUM! Brands, Inc.
1.92%2.00%1.87%1.78%1.44%1.73%1.67%1.57%1.47%0.00%0.00%0.00%

Drawdowns

CMPGY vs. YUM - Drawdown Comparison

The maximum CMPGY drawdown since its inception was -58.19%, smaller than the maximum YUM drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for CMPGY and YUM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CMPGY vs. YUM - Volatility Comparison

Compass Group PLC ADR (CMPGY) has a higher volatility of 6.22% compared to YUM! Brands, Inc. (YUM) at 4.09%. This indicates that CMPGY's price experiences larger fluctuations and is considered to be riskier than YUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CMPGY vs. YUM - Financials Comparison

This section allows you to compare key financial metrics between Compass Group PLC ADR and YUM! Brands, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20212022202320242025
16.44B
1.79B
(CMPGY) Total Revenue
(YUM) Total Revenue
Values in USD except per share items